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WREE.L vs. VJPN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WREE.L vs. VJPN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WREE.L is traded in GBp, while VJPN.DE is traded in EUR. To make them comparable, the VJPN.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WREE.L achieves a 7.84% return, which is significantly lower than VJPN.DE's 14.62% return.


WREE.L

1D
0.00%
1M
-14.93%
YTD
7.84%
6M
16.54%
1Y
90.87%
3Y*
5Y*
10Y*

VJPN.DE

1D
2.22%
1M
0.61%
YTD
14.62%
6M
14.47%
1Y
33.31%
3Y*
14.42%
5Y*
9.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. VJPN.DE - Yearly Performance Comparison


Correlation

The correlation between WREE.L and VJPN.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.36

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Return for Risk

WREE.L vs. VJPN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WREE.L
WREE.L Risk / Return Rank: 5959
Overall Rank
WREE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6969
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5151
Martin Ratio Rank

VJPN.DE
VJPN.DE Risk / Return Rank: 6363
Overall Rank
VJPN.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 6060
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WREE.L vs. VJPN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WREE.LVJPN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.32

3.12

+0.21

Martin ratioReturn relative to average drawdown

7.72

10.20

-2.48

WREE.L vs. VJPN.DE - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.58, which is comparable to the VJPN.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of WREE.L and VJPN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WREE.L vs. VJPN.DE - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, which is greater than VJPN.DE's maximum drawdown of -24.82%. Use the drawdown chart below to compare losses from any high point for WREE.L and VJPN.DE.


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Drawdown Indicators


WREE.LVJPN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-24.82%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-10.57%

-16.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

Current Drawdown

Current decline from peak

-19.29%

-1.07%

-18.22%

Average Drawdown

Average peak-to-trough decline

-10.25%

-5.53%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

3.23%

+8.33%

Volatility

WREE.L vs. VJPN.DE - Volatility Comparison

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a higher volatility of 12.90% compared to Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE) at 4.43%. This indicates that WREE.L's price experiences larger fluctuations and is considered to be riskier than VJPN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WREE.LVJPN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

4.43%

+8.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

14.74%

+16.00%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

18.11%

+38.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,411.89%

15.63%

+5,396.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,411.89%

16.41%

+5,395.48%

WREE.L vs. VJPN.DE - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is higher than VJPN.DE's 0.15% expense ratio.


Dividends

WREE.L vs. VJPN.DE - Dividend Comparison

WREE.L has not paid dividends to shareholders, while VJPN.DE's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM202520242023202220212020201920182017
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
1.67%1.91%1.93%1.91%2.22%1.66%1.62%1.80%1.94%0.59%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WREE.L and VJPN.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VJPN.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VJPN.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for WREE.L.

WREE.L is categorized as Rare Earth & Strategic Metals, while VJPN.DE is Japan Equities. WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index, while VJPN.DE tracks TOPIX TR JPY. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.50% for WREE.L and 0.15% for VJPN.DE.

Portfolio Optimizer

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